If you can reproduce this at http://usegalaxy.org, please send in a bug report (from any error dataset, doesn't not have to be from this particular analysis, just a tool in the same history). Or create a shared history link and email that to galaxy-bugs@lists.galaxyproject.org. Note the datasets numbers involved, please.

Make sure that all datasets in the analysis are undeleted for at least one complete pass from start to end.

Include a link to this Biostars post so we can cross-reference the two (in the email or bug report comments).

So that you know, Annovar is only pre-cached with one genome at Galaxy main (hg19). Mpileup advanced settings could be a factor. Sharing is the best way to see everything at once and get to the root of the problem.

Yes, use the function "copy datasets" to create clone in another history.

I did notice that all the inputs do not quite match up (the inputs are data 1 and data 2, but all other analysis is based off of non-existant data 3 and data 4). That means that the first jobs are "data 3 acting on data 3" and "data 4 acting on data 4". Not sure how this could occur if all executed in the same history, but it may not matter.

I have re run the workflow to correct the odd inputs you mentioned but found the same issue. Acutally, by filtering the output vcf from MPileup I found that the variants are and so it appears that it is ANNOVAR that I am having trouble with. Even with a filtered vcf containing only variants, ANNOVAR returns an empty file.